1. The town in Belgium near which the Battle of Waterloo (q.v.) occurred on 18 June 1815, at which Wellington and Blücher finally defeated Napoleon. The account of it in An Infamous Army by Georgette Heyer is said to be so scrupulously accurate that it is (I have heard) a set text at Sandhurst. The element loo means 'field'.

2. A major railway station in London. It is the closest to the South Bank Centre arts complex, and is the terminus for the Eurostar trains, which go through the Channel Tunnel.

3. The Abba song, of course.

4. The town in Canada, home of the famous University of Waterloo.

5. A cheese made on the Duke of Wellington's estate. It has a chewy crust and a soft interior with a strong flavour. It resembles the French Chaumes. It is best obtained at Paxton & Whitfield in Jermyn St.
Our cheese expert simonc further informs me that it is vegetarian, is 45% fat, affinage is 4~10 weeks, it was created by Anne and Andy Wigmore, and it won silver at the British Cheese Awards.

6. Generically, any great defeat: "to meet one's Waterloo".